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Soc. Generale Call 220 MRK 21.03..../  DE000SW20CT5  /

Frankfurt Zert./SG
10/3/2024  2:56:08 PM Chg.+0.006 Bid3:27:21 PM Ask3:27:21 PM Underlying Strike price Expiration date Option type
0.075EUR +8.70% 0.075
Bid Size: 25,000		 0.085
Ask Size: 25,000		 MERCK KGAA O.N. 220.00 EUR 3/21/2025 Call
 

Master data

WKN: SW20CT
Issuer: Société Générale
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 3/21/2025
Issue date: 9/1/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 191.95
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -6.26
Time value: 0.08
Break-even: 220.82
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 13.89%
Delta: 0.06
Theta: -0.01
Omega: 12.47
Rho: 0.04
 

Quote data

Open: 0.076
High: 0.076
Low: 0.074
Previous Close: 0.069
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -70.00%
3 Months
  -55.88%
YTD
  -71.15%
1 Year
  -85.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.068
1M High / 1M Low: 0.250 0.062
6M High / 6M Low: 0.430 0.062
High (YTD): 6/12/2024 0.430
Low (YTD): 9/25/2024 0.062
52W High: 11/21/2023 0.650
52W Low: 9/25/2024 0.062
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.294
Avg. volume 1Y:   0.000
Volatility 1M:   226.77%
Volatility 6M:   173.70%
Volatility 1Y:   159.88%
Volatility 3Y:   -